ASRD.DE vs. ASRG.DE
ASRD.DE (BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged) and ASRG.DE (BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis) are both exchange-traded funds - ASRD.DE is a Emerging Markets Bonds fund tracking the JP Morgan ESG EMBI Global Diversified (EUR Hedged), while ASRG.DE is a European High Yield Bonds fund tracking the Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel. Both are passively managed. Over the past 5 years, ASRD.DE returned -0.44%/yr vs 2.27%/yr for ASRG.DE. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
ASRD.DE vs. ASRG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASRD.DE achieves a 0.59% return, which is significantly lower than ASRG.DE's 0.92% return.
ASRD.DE
- 1D
- 0.37%
- 1M
- 0.84%
- YTD
- 0.59%
- 6M
- 1.27%
- 1Y
- 8.54%
- 3Y*
- 6.91%
- 5Y*
- -0.44%
- 10Y*
- —
ASRG.DE
- 1D
- 0.16%
- 1M
- 1.07%
- YTD
- 0.92%
- 6M
- 1.54%
- 1Y
- 3.57%
- 3Y*
- 6.79%
- 5Y*
- 2.27%
- 10Y*
- —
ASRD.DE vs. ASRG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ASRD.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged | 0.59% | 11.16% | 3.52% | 6.69% | -19.97% | 1.64% |
ASRG.DE BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis | 0.92% | 5.01% | 6.41% | 11.23% | -11.07% | 1.62% |
Correlation
The correlation between ASRD.DE and ASRG.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021 | 0.45 |
The correlation between ASRD.DE and ASRG.DE shifts across timeframes, from 0.35 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ASRD.DE vs. ASRG.DE — Risk / Return Rank
ASRD.DE
ASRG.DE
ASRD.DE vs. ASRG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.DE) and BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis (ASRG.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ASRD.DE | ASRG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.15 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.08 | +0.70 |
| Martin ratioReturn relative to average drawdown | 6.57 | 4.36 | +2.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASRD.DE | ASRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.86 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.41 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.45 | -0.45 |
Drawdowns
ASRD.DE vs. ASRG.DE - Drawdown Comparison
The maximum ASRD.DE drawdown since its inception was -29.54%, which is greater than ASRG.DE's maximum drawdown of -16.66%. Use the drawdown chart below to compare losses from any high point for ASRD.DE and ASRG.DE.
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Drawdown Indicators
| ASRD.DE | ASRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -16.66% | -12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -4.77% | -3.30% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -8.03% | -3.91% | -4.12% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -16.66% | -12.88% |
Current DrawdownCurrent decline from peak | -4.16% | -0.05% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -13.13% | -3.97% | -9.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 0.82% | +0.48% |
Volatility
ASRD.DE vs. ASRG.DE - Volatility Comparison
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.DE) has a higher volatility of 1.86% compared to BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis (ASRG.DE) at 1.02%. This indicates that ASRD.DE's price experiences larger fluctuations and is considered to be riskier than ASRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASRD.DE | ASRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 1.02% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 4.97% | 3.35% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.97% | 4.15% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.06% | 5.52% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 5.44% | +3.52% |
ASRD.DE vs. ASRG.DE - Expense Ratio Comparison
Both ASRD.DE and ASRG.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ASRD.DE vs. ASRG.DE - Dividend Comparison
ASRD.DE has not paid dividends to shareholders, while ASRG.DE's dividend yield for the trailing twelve months is around 3.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ASRD.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASRG.DE BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis | 3.95% | 4.69% | 5.97% | 2.99% | 3.91% |
Frequently Asked Questions
ASRD.DE and ASRG.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ASRD.DE and ASRG.DE have the same expense ratio: 0.25% per year.
ASRD.DE is categorized as Emerging Markets Bonds, while ASRG.DE is European High Yield Bonds. ASRD.DE tracks JP Morgan ESG EMBI Global Diversified (EUR Hedged), while ASRG.DE tracks Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel.
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